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9/30/22 8:31
AM |
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Rate
Indications |
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To take down
an advance, login to eBanking or contact the Member Transaction Desk : |
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855-345-2244, Option 1 |
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| Today's Headlines |
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Market Rates |
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Early bird discounts, all before 10:00 a.m.: (1) Available on
A120 (<= 27 days) advances, additional volume discounts may be available;
(2) 1-month (no minimum at 3.13%) and 3-month (no minimum at 3.68%) A121
advances. To execute, please call the Member Transaction Desk before 10:00
a.m.
Advance Discount Specials (until October 31, 2022): 5 bps discount on qualifying fixed rate fixed term advances,
callable fixed rate, and amortizers. Visit our Solutions page on fhlbc.com
for Terms and Conditions. |
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Term |
Treasury |
Swaps |
Fixed Rate Advances |
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2 years |
4.18% |
4.47% |
4.40% |
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5 years |
3.96% |
4.02% |
4.15% |
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7 years |
3.85% |
3.88% |
4.18% |
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10 years |
3.70% |
3.76% |
4.36% |
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FHLBC Deposit Rates^ |
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DID
(yesterday) |
2.91928% |
^Call for term deposit rates. |
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| Fixed Rate
Advances |
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Fixed Rate Callable Advances (Call Option
Owned by Member) |
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| Term |
Community
Advances |
Regular
Advances |
All-in After
Dividend* |
Forward-Starting |
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Term |
Lockout |
Bermudan |
All-in After Dividend* |
Option Cost |
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| 1 week |
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3.14% |
2.92% |
Advances settle one year forward from today and
then have stated term to maturity |
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2 years |
6 months |
4.95% |
4.73% |
0.56% |
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| 2 weeks |
3.14% |
2.92% |
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2 years |
1 year |
4.83% |
4.61% |
0.44% |
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| 3 weeks |
3.14% |
2.92% |
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3 years |
6 months |
5.31% |
5.09% |
0.95% |
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| 1 month |
3.05% |
3.15% |
2.93% |
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3 years |
1 year |
5.14% |
4.92% |
0.78% |
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| 3 months |
3.60% |
3.70% |
3.48% |
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5 years |
6 months |
5.73% |
5.51% |
1.58% |
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| 6 months |
4.12% |
4.22% |
4.00% |
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5 years |
1 year |
5.51% |
5.28% |
1.35% |
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| 9 months |
4.24% |
4.34% |
4.12% |
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5 years |
2 year |
5.17% |
4.95% |
1.02% |
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| 1 year |
4.33% |
4.43% |
4.21% |
4.36% |
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7 years |
1 year |
5.77% |
5.55% |
1.59% |
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| 1.5 years |
4.34% |
4.44% |
4.22% |
4.31% |
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7 years |
2 years |
5.38% |
5.16% |
1.20% |
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| 2 years |
4.30% |
4.40% |
4.17% |
4.27% |
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10 years |
2 years |
5.59% |
5.37% |
1.23% |
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| 2.5 years |
4.26% |
4.36% |
4.14% |
4.22% |
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10 years |
3 years |
5.42% |
5.20% |
1.06% |
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| 3 years |
4.26% |
4.36% |
4.14% |
4.20% |
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10 years |
5 years |
5.20% |
4.98% |
0.84% |
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| 3.5 years |
4.20% |
4.30% |
4.08% |
4.12% |
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15 years |
5 years |
5.40% |
5.18% |
0.63% |
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| 4 years |
4.17% |
4.27% |
4.05% |
4.07% |
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Fixed Rate Putable Advances (Call Option
Owned by FHLBC) |
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| 4.5 years |
4.11% |
4.21% |
3.99% |
4.10% |
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Term |
Lockout |
European |
All-in After Dividend* |
Option Value |
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| 5 years |
4.05% |
4.15% |
3.93% |
4.15% |
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3 years |
6 months |
3.41% |
3.19% |
-0.81% |
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| 6 years |
4.11% |
4.21% |
3.99% |
4.12% |
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5 years |
6 months |
3.10% |
2.88% |
-1.11% |
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| 7 years |
4.08% |
4.18% |
3.96% |
4.29% |
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7 years |
6 months |
2.94% |
2.72% |
-1.28% |
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| 10 years |
4.26% |
4.36% |
4.14% |
4.42% |
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10 years |
6 months |
2.81% |
2.59% |
-1.40% |
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| 15 years |
Call for availability |
4.76% |
4.54% |
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3 years |
1 year |
3.63% |
3.41% |
-0.80% |
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| 20 years |
5.07% |
4.85% |
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5 years |
1 year |
3.24% |
3.02% |
-1.19% |
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| 30 years |
4.72% |
4.50% |
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7 years |
1 year |
3.08% |
2.86% |
-1.35% |
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10 years |
1 year |
3.00% |
2.78% |
-1.43% |
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5 years |
2 years |
3.60% |
3.38% |
-0.80% |
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| Amortizing
Advances |
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7 years |
2 years |
3.37% |
3.15% |
-1.02% |
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Amortization
Term |
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10 years |
2 years |
3.17% |
2.95% |
-1.23% |
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| Term |
5 years |
7 years |
10 years |
15 years |
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7 years |
3 years |
3.49% |
3.27% |
-0.87% |
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| 5 years |
4.40% |
4.35% |
4.32% |
4.30% |
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10 years |
5 years |
3.56% |
3.34% |
-0.59% |
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| 7 years |
n/a |
4.37% |
4.36% |
4.36% |
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Term |
Lockout |
Bermudan |
All-in After Dividend* |
Option Value |
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| 10 years |
n/a |
n/a |
4.43% |
4.48% |
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5 years |
6 months |
2.89% |
2.67% |
-1.32% |
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| Term |
15 years |
20 years |
25 years |
30 years |
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7 years |
6 months |
2.62% |
2.40% |
-1.60% |
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| 15 years |
4.63% |
4.76% |
4.82% |
4.85% |
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10 years |
3 months |
2.28% |
2.06% |
-1.42% |
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n/a |
4.88% |
5.03% |
5.09% |
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7 years |
1.24% |
0.02% |
1.26% |
0.32% |
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| 30 years |
n/a |
n/a |
n/a |
4.97% |
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10 years |
1.55% |
0.02% |
1.58% |
0.32% |
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| Floating Rate
Advances |
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| Discount Note Floater Advances |
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SOFR Index Floater Advances |
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Non-Prepayable |
Prepayable (on reset dates)^ |
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Index / Rate Indic. |
Term |
Prior Index |
Spread |
Prior Day Rate |
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| Term** |
Spread to 4WK |
Spread to 13WK |
Spread to 4WK |
Spread to 13WK |
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SOFR |
3 Months |
2.96% |
0.19% |
3.18% |
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| 3 months |
0.23% |
n/a |
0.29% |
n/a |
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SOFR |
6 Months |
2.96% |
0.21% |
3.20% |
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| 6 months |
0.29% |
0.23% |
0.36% |
0.30% |
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SOFR |
9 Months |
2.96% |
0.22% |
3.21% |
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| 1 year |
0.30% |
0.24% |
0.38% |
0.32% |
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SOFR |
1 Year |
2.96% |
0.23% |
3.22% |
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| 2 years |
0.34% |
0.28% |
0.36% |
0.30% |
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SOFR |
18 Months |
2.96% |
0.25% |
3.24% |
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| 3 years |
0.35% |
0.29% |
0.37% |
0.31% |
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SOFR |
2 Years |
2.96% |
0.26% |
3.25% |
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| 4 years |
0.36% |
0.30% |
0.38% |
0.32% |
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SOFR |
3 Years |
2.96% |
0.45% |
3.44% |
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| 5 years |
0.37% |
0.31% |
0.39% |
0.33% |
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SOFR |
4 Years |
2.96% |
0.50% |
3.51% |
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| Prior Index |
4 week |
2.864% |
13 week |
3.533% |
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SOFR |
5 Years |
2.96% |
0.48% |
3.49% |
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| ^Prepayable at par with 1 day notice.
**Please call for terms between 5 years and 10 years, or for 26 week
index. |
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SOFR |
6 Years |
2.96% |
0.61% |
3.62% |
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| Overnight Discount Note
Floater** |
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SOFR |
7 Years |
2.96% |
0.64% |
3.69% |
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| Term^ |
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Prior Index |
Spread |
Prior Day Rate |
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SOFR |
8 Years |
2.96% |
0.84% |
3.86% |
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Months |
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2.765% |
0.545% |
3.175% |
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SOFR |
9 Years |
2.96% |
0.88% |
3.89% |
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| ^Prepayable same day before 3:00PM. **Please
call for additional terms not listed above. |
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SOFR |
10 Years |
2.96% |
0.93% |
3.93% |
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| Overnight Advances |
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| Term |
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Minimum |
Today |
Prior Day |
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| 1 Day |
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No minimum |
3.13% |
3.13% |
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| Open
Line (Daily Rate Set)# |
No minimum |
3.29% |
3.29% |
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| #Rate
set at and available until 3:00 pm; Late Day Advances may be available until
4:30 pm by calling 855-345-2244, Option 1. |
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